@gabriel3615/ta_analysis
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stock ta analysis
189 lines (188 loc) • 9.58 kB
JavaScript
import { PatternDirection, PatternStatus, PatternType, } from './analyzeMultiTimeframePatterns.js';
import { getStatusDescription } from '../../../util/util.js';
/**
* 寻找杯柄形态 (Cup and Handle)
*/
export function findCupAndHandle(data, peaksValleys, lookbackPeriod = 60) {
const patterns = [];
// 确保有足够的数据
if (data.length < lookbackPeriod) {
return patterns;
}
// 过滤出最近的峰谷
const recentPoints = peaksValleys.filter(p => p.index >= data.length - lookbackPeriod);
// 排序，确保按时间顺序
recentPoints.sort((a, b) => a.index - b.index);
// 分别获取峰和谷
const peaks = recentPoints.filter(p => p.type === 'peak');
const valleys = recentPoints.filter(p => p.type === 'valley');
// 杯柄形态需要一定的峰谷结构
if (peaks.length < 2 || valleys.length < 1) {
return patterns;
}
// 寻找潜在的杯部分
for (let i = 0; i < peaks.length - 1; i++) {
const leftPeak = peaks[i];
// 寻找杯底
const cupBottomCandidates = valleys.filter(v => v.index > leftPeak.index && v.index < peaks[i + 1].index);
if (cupBottomCandidates.length > 0) {
const cupBottom = cupBottomCandidates.reduce((deepest, current) => current.price < deepest.price ? current : deepest);
const rightPeak = peaks[i + 1];
// 验证杯的形状：两侧的高点应该大致相等，且明显高于杯底
const peaksDiff = Math.abs(rightPeak.price - leftPeak.price) / leftPeak.price;
const cupDepth = ((leftPeak.price + rightPeak.price) / 2 - cupBottom.price) /
((leftPeak.price + rightPeak.price) / 2);
if (peaksDiff < 0.05 && cupDepth > 0.1) {
// 杯的时间跨度应该合理
const cupDuration = rightPeak.index - leftPeak.index;
if (cupDuration >= 15 && cupDuration <= lookbackPeriod) {
// 寻找杯后的柄部分
// 柄通常是一个较小的回调，形成小的旗形或三角旗
const handleStartIndex = rightPeak.index;
const handleEndIndex = Math.min(handleStartIndex + 15, data.length - 1);
// 检查柄的形状：应该是一个小的回调，不超过杯深度的一半
let hasValidHandle = false;
let handleLow = rightPeak.price;
let handleEndPrice = rightPeak.price;
for (let j = handleStartIndex + 1; j <= handleEndIndex; j++) {
if (data[j].low < handleLow) {
handleLow = data[j].low;
}
handleEndPrice = data[j].close;
}
const handleDepth = (rightPeak.price - handleLow) / rightPeak.price;
if (handleDepth <= cupDepth / 2 && handleDepth > 0.03) {
hasValidHandle = true;
}
if (hasValidHandle) {
// 计算颈线位置：通常是杯的顶部
const necklinePrice = Math.max(leftPeak.price, rightPeak.price);
// 当前价格相对于颈线的位置
const currentPrice = data[data.length - 1].close;
let status = PatternStatus.Forming;
if (currentPrice > necklinePrice * 1.01) {
status = PatternStatus.Confirmed; // 已突破颈线
}
else if (handleEndIndex < data.length - 1) {
status = PatternStatus.Completed; // 形态完成但未突破
}
// 计算价格目标：通常是杯的深度加到颈线上
const cupHeight = necklinePrice - cupBottom.price;
const priceTarget = necklinePrice + cupHeight;
// 计算可靠性分数
const reliability = calculateCupAndHandleReliability(data, leftPeak.index, cupBottom.index, rightPeak.index, handleEndIndex, cupDepth, handleDepth, status === PatternStatus.Confirmed);
patterns.push({
patternType: PatternType.CupAndHandle,
status,
direction: PatternDirection.Bullish,
reliability,
significance: reliability * (cupHeight / currentPrice),
component: {
startIndex: leftPeak.index,
endIndex: handleEndIndex,
keyPoints: [leftPeak, cupBottom, rightPeak],
patternHeight: cupHeight,
breakoutLevel: necklinePrice,
volumePattern: analyzeCupAndHandleVolume(data, leftPeak.index, cupBottom.index, rightPeak.index, handleEndIndex),
},
priceTarget,
stopLoss: handleLow,
breakoutExpected: status === PatternStatus.Completed,
breakoutDirection: PatternDirection.Bullish,
probableBreakoutZone: [
necklinePrice * 0.99,
necklinePrice * 1.02,
],
description: `杯柄形态, ${getStatusDescription(status)}, 杯深度: ${(cupDepth * 100).toFixed(1)}%, 颈线位置在 ${necklinePrice.toFixed(2)}`,
tradingImplication: `看涨信号, 目标价位: ${priceTarget.toFixed(2)}, 止损位: ${handleLow.toFixed(2)}`,
keyDates: [leftPeak.date, rightPeak.date],
keyPrices: [leftPeak.price, rightPeak.price],
});
}
}
}
}
}
return patterns;
}
/**
* 计算杯柄形态的可靠性
*/
function calculateCupAndHandleReliability(data, leftPeakIndex, cupBottomIndex, rightPeakIndex, handleEndIndex, cupDepth, handleDepth, isBreakoutConfirmed) {
let score = 50; // 初始可靠性分数
// 1. 杯的对称性
const leftSideLength = cupBottomIndex - leftPeakIndex;
const rightSideLength = rightPeakIndex - cupBottomIndex;
const symmetryRatio = Math.min(leftSideLength, rightSideLength) /
Math.max(leftSideLength, rightSideLength);
if (symmetryRatio > 0.8)
score += 15; // 高度对称
else if (symmetryRatio > 0.6)
score += 10; // 中等对称
else
score += 5; // 较低对称
// 2. 杯的深度
if (cupDepth >= 0.15 && cupDepth <= 0.3)
score += 15; // 理想的深度
else if (cupDepth > 0.3)
score += 10; // 深度较大
else
score += 5; // 深度较浅
// 3. 杯的时间跨度
const cupDuration = rightPeakIndex - leftPeakIndex;
if (cupDuration >= 20 && cupDuration <= 50)
score += 10; // 理想的时间跨度
else if (cupDuration > 50)
score += 5; // 时间跨度较长
// 4. 柄的形状和深度
if (handleDepth >= 0.05 && handleDepth <= 0.15)
score += 10; // 理想的柄深度
else
score += 5; // 柄深度不理想
// 5. 确认突破
if (isBreakoutConfirmed)
score += 15;
// 最后确保分数在0-100范围内
return Math.max(0, Math.min(100, score));
}
/**
* 分析杯柄形态的成交量特征
*/
function analyzeCupAndHandleVolume(data, leftPeakIndex, cupBottomIndex, rightPeakIndex, handleEndIndex) {
// 计算杯左侧成交量
const leftSideVolumes = data
.slice(leftPeakIndex, cupBottomIndex + 1)
.map(d => d.volume);
const avgLeftSideVolume = leftSideVolumes.reduce((sum, v) => sum + v, 0) / leftSideVolumes.length;
// 计算杯右侧成交量
const rightSideVolumes = data
.slice(cupBottomIndex, rightPeakIndex + 1)
.map(d => d.volume);
const avgRightSideVolume = rightSideVolumes.reduce((sum, v) => sum + v, 0) / rightSideVolumes.length;
// 计算柄部分成交量
const handleVolumes = data
.slice(rightPeakIndex, handleEndIndex + 1)
.map(d => d.volume);
const avgHandleVolume = handleVolumes.reduce((sum, v) => sum + v, 0) / handleVolumes.length;
// 检查突破时的成交量
let breakoutVolume = 0;
if (handleEndIndex + 1 < data.length) {
breakoutVolume = data[handleEndIndex + 1].volume;
}
// 理想的成交量模式：右侧成交量大于左侧，柄部分成交量萎缩，突破时放量
if (avgRightSideVolume > avgLeftSideVolume * 1.2 &&
avgHandleVolume < avgRightSideVolume * 0.7) {
if (breakoutVolume > avgHandleVolume * 1.5) {
return '理想的成交量模式：右侧成交量大于左侧，柄部成交量萎缩，突破时成交量明显放大';
}
else {
return '良好的成交量模式：右侧成交量大于左侧，柄部成交量萎缩';
}
}
else if (avgHandleVolume < avgRightSideVolume * 0.8) {
return '可接受的成交量模式：柄部成交量萎缩';
}
else {
return '非理想的成交量模式：成交量特征不符合典型杯柄形态要求，降低形态可靠性';
}
}